Cetaphil or Eucerin lotion...any kind of lotion without perfumes and dyes and crap like that. i use Cetaphil and apply it liberally to the area i am about to shave about 30 minutes before doing so. this softens the hair and your skin...making it easier to shave and giving you less of a chance to get razor burn.
Cetaphil also has this gentle liquid cleanser that I use to exfoliate usually the day after to keep the skin from growing over too quickly.